+5.1%
SPGI vs IVZ
+63.4%
-58.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | -2.5% | +1.1% | -3.6% | -2.8% |
| 30D | +5.4% | +3.1% | +2.3% | +4.3% |
| 3M | +9.0% | +18.2% | -9.1% | +2.9% |
| 6M | +0.8% | +38.6% | -37.8% | -10.1% |
| YTD | -12.6% | +25.9% | -38.5% | -19.6% |
| 1Y | -16.1% | +51.7% | -67.8% | -27.9% |
| 3Y | +19.0% | +138.7% | -119.7% | -16.3% |
| 5Y | +5.1% | +62.8% | -57.7% | -21.5% |
| All | +5.1% | +63.4% | -58.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling